+850.7%
APP vs JPM
+150.7%
+699.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.6% |
| 7D | +10.6% | +1.6% | +8.9% | +9.5% |
| 30D | +44.6% | +3.4% | +41.1% | +40.2% |
| 3M | +29.6% | -5.7% | +35.3% | +33.5% |
| 6M | -19.8% | +13.5% | -33.3% | -27.4% |
| YTD | -41.6% | +8.4% | -50.0% | -45.6% |
| 1Y | -32.7% | +9.1% | -41.7% | -37.8% |
| All | +850.7% | +150.7% | +699.9% | +441.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling